The invention discloses a method for building an electric energy-saving index system for peak load with the participation of a high-energy load in the field of power grid energy saving. The method comprises the steps: carrying out the importance ranking of electric energy-saving influence factors for peak load with the participation of the high-energy load through employing a judgment matrix method, screening out the influence factors, and constructing a first level index; carrying out the multi-spatial-scale quantification of the screened influence factors through employing a topological structure, constructing a second level index, and constructing a preliminary electric energy-saving index system; carrying out the decoupling of all indexes based on the preliminary electric energy-saving index system through employing a related analysis method and the judgment matrix method, and optimizing and constructing the final index system. The method provides guide for the evaluation of the electric energy saving of peak load with the participation of the high-energy load.